PERFORMANCE TESTS: Sample VCU Strategies
Using our powerful new FSYS strategy testing platform, we created a short filter called "Value Change Up", a.k.a., VCU Rank.
VCU could be characterized as a forward-looking "company outlook" rank. Basically, it rewards an improving outlook for a company based on quantitative factors related to current valuation, growth prospects, Wall Street analyst consensus changes, and a forensic accounting score. Higher scores are better, so we look to the bottom of the rank to find good short candidates.
Here are three test using the VCU rank (pdf format):
Disclaimer: These results are published solely for informational purposes and are not to be construed as advice or a recommendation to specific individuals. Individuals should take into account their own unique and specific circumstances in acting on any stock selection made by Sabrient. Sabrient makes no representations that the techniques used in these reports will result in or guarantee profits in trading. Trading involves risk, including possible loss of principal and other losses, and past performance is no indication of future results.